# Phyllis Wan

**Welcome!**

I am a PhD student in the Department of Statistics at Columbia University. I am supervised by Prof. Richard A. Davis.

My research interest lies in the study of complex data structures, such as *networks* and *time series*. I am especially interested in scenarios where *heavy-tailed *observations are present and where novel statistical tools are called for!

Before coming to Columbia, I obtained my bachelor degree in mathematics from the University of Hong Kong.

**Contact**

Room 1005, MC 4690

1255 Amsterdam Ave

New York, NY 10027

*phyllis* at *stat.columbia.edu*

**Research Interests**

- extreme value analysis, tail dependence
- time series analysis, serial dependence testing
- network analysis, power laws in directed networks

**Papers**

- Wan, P., Davis, R.A. (2017+) Threshold selection for multivariate heavy-tailed data.
*Under revision.* - Davis, R.A., Matsui, M., Mikosch, T., Wan, P. (2017+) Applications of distance covariance to time series.
*Bernoulli. To appear.* - Wan, P., Wang, T., Davis, R.A., Resnick, S.I. (2017) Fitting the linear preferential attachment model.
*Electronic Journal of Statistics*. 11(2), 3738–3780. - Samorodnitsky, G., Resnick, S.I., Towsley, D., Davis, R.A., Willis, A., Wan, P. (2016) Nonstandard regular variation of in-degree and out-degree in the preferential attachment model.
*Journal of Applied Probability.*53(1), 146–161.

**Teaching**

- Course Instructor
- STAT 1111: Introduction to Statistics w/o Calculus
- Review for
*Theoretical Statistics*PhD Qualification Exam

- Teaching Assistant
- STAT 1211: Introduction to Statistics w/ Calculus
- STAT 3105: Probability
- STAT 3106: Applied Data Mining
- STAT 3107: Statistical Inference
- STAT 4240: Data Mining
- STAT 4260: Bayesian Statistics
- STAT 4400: Statistical Machine Learning
- STAT 4437: Time Series Analysis
- STAT 4701: Statistical Inference and Modeling
- STAT 6301: Probability (PhD level)

**Service**

- Organized a session on
*Extremes*at the*31st New England Statistics Symposium*, Apr 21–22, 2017. - Organized the
*2015 Minghui Yu Memorial Conference*, a student sponsored conference featuring research talks by doctoral students and an invited keynote speaker, Apr 18, 2015. - Served on the
*Statistical Consulting Team*at Department of Statistics at Columbia University, Spring 2015, Fall 2016. - Served as the
*Graduate Student Representative*of Department of Statistics at Columbia University, 2014–2015.